Spot 329.40
· 206 contratti su 3 scadenze
· fonte storico
· catturata 30/09 12:51 UTC
Seduta ricostruita dallo storico: quella sera la catena IBKR non è stata catturata, quindi ci sono solo
gli strike vicini allo spot (ATM) di poche scadenze, con la IV calcolata da noi e senza bid/ask.
| CALL | Strike | PUT | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| OI | Bid | Ask | Mid | Delta | IV | IV | Delta | Mid | Bid | Ask | OI | |
| — | — | — | 64.55 | — | — | 265 | — | |||||
| — | — | — | 59.68 | — | — | 270 | — | |||||
| — | — | — | 54.48 | — | — | 275 | 79.3% | -0.01 | 0.04 | — | — | — |
| — | — | — | 49.23 | — | — | 280 | — | |||||
| — | — | — | 44.23 | — | — | 285 | 60.4% | -0.00 | 0.02 | — | — | — |
| — | — | — | 39.28 | — | — | 290 | 53.9% | -0.00 | 0.02 | — | — | — |
| — | — | — | 34.28 | — | — | 295 | 49.6% | -0.01 | 0.03 | — | — | — |
| — | — | — | 31.78 | — | — | 297.5 | 46.2% | -0.01 | 0.03 | — | — | — |
| — | — | — | 29.28 | — | — | 300 | 42.9% | -0.01 | 0.03 | — | — | — |
| — | — | — | 26.80 | — | — | 302.5 | 42.1% | -0.01 | 0.05 | — | — | — |
| — | — | — | 24.38 | — | — | 305 | 39.6% | -0.01 | 0.06 | — | — | — |
| — | — | — | 22.03 | — | — | 307.5 | 37.6% | -0.02 | 0.08 | — | — | — |
| — | — | — | 19.35 | — | — | 310 | 35.6% | -0.03 | 0.11 | — | — | — |
| — | — | — | 17.25 | +1.00 | 1.0% | 312.5 | 33.5% | -0.04 | 0.15 | — | — | — |
| — | — | — | 15.13 | +0.92 | 35.9% | 315 | 31.7% | -0.05 | 0.22 | — | — | — |
| — | — | — | 12.13 | — | — | 317.5 | 30.3% | -0.08 | 0.34 | — | — | — |
| — | — | — | 10.70 | +0.83 | 35.0% | 320 | 28.8% | -0.12 | 0.53 | — | — | — |
| — | — | — | 8.48 | +0.78 | 32.3% | 322.5 | 28.0% | -0.19 | 0.87 | — | — | — |
| — | — | — | 6.15 | +0.73 | 27.3% | 325 | 27.2% | -0.27 | 1.39 | — | — | — |
| — | — | — | 4.45 | +0.62 | 26.9% | 327.5 | 26.2% | -0.38 | 2.12 | — | — | — |
| — | — | — | 3.08 | +0.49 | 26.9% | 330 | 26.9% | -0.51 | 3.33 | — | — | — |
| — | — | — | 2.01 | +0.37 | 26.7% | 332.5 | 26.6% | -0.63 | 4.75 | — | — | — |
| — | — | — | 1.26 | +0.26 | 26.9% | 335 | 27.1% | -0.74 | 6.53 | — | — | — |
| — | — | — | 0.72 | +0.17 | 26.6% | 337.5 | 28.3% | -0.81 | 8.60 | — | — | — |
| — | — | — | 0.40 | +0.11 | 26.7% | 340 | 27.6% | -0.89 | 10.70 | — | — | — |
| — | — | — | 0.23 | +0.06 | 27.4% | 342.5 | 27.4% | -0.94 | 12.98 | — | — | — |
| — | — | — | 0.13 | +0.04 | 28.1% | 345 | 37.7% | -0.90 | 15.75 | — | — | — |
| — | — | — | 0.08 | +0.02 | 29.2% | 347.5 | 45.9% | -0.89 | 18.45 | — | — | — |
| — | — | — | 0.06 | +0.02 | 31.1% | 350 | 38.0% | -0.96 | 20.45 | — | — | — |
| — | — | — | 0.04 | +0.01 | 32.4% | 352.5 | 54.7% | -0.91 | 23.45 | — | — | — |
| — | — | — | 0.03 | +0.01 | 34.1% | 355 | 59.6% | -0.91 | 25.98 | — | — | — |
| — | — | — | 0.02 | +0.01 | 35.2% | 357.5 | 64.8% | -0.91 | 28.53 | — | — | — |
| — | — | — | 0.02 | +0.01 | 37.9% | 360 | 67.8% | -0.92 | 30.98 | — | — | — |
| — | — | — | 0.02 | +0.01 | 40.5% | 362.5 | 73.4% | -0.92 | 33.55 | — | — | — |
| — | — | — | 0.02 | +0.00 | 43.1% | 365 | 75.7% | -0.93 | 35.98 | — | — | — |
| — | — | — | 0.02 | +0.00 | 45.7% | 367.5 | 74.2% | -0.94 | 38.28 | — | — | — |
| — | — | — | 0.13 | +0.02 | 60.9% | 370 | 82.5% | -0.93 | 40.95 | — | — | — |
| — | 372.5 | 87.0% | -0.93 | 43.48 | — | — | — | |||||
| — | 375 | 93.8% | -0.93 | 46.10 | — | — | — | |||||
| — | 380 | 97.0% | -0.94 | 50.95 | — | — | — | |||||
| — | 385 | 107.6% | -0.94 | 56.08 | — | — | — | |||||
| — | 390 | 114.5% | -0.94 | 61.08 | — | — | — | |||||
| — | 395 | 100.9% | -0.97 | 65.55 | — | — | — | |||||
Come leggere: ogni riga è uno strike, con la call a sinistra e la put a destra. La riga evidenziata è lo strike più vicino allo spot (ATM); lo sfondo più scuro indica i contratti già in the money. IV = volatilità implicita, OI = open interest (disponibile dal 03/09/2026). “—” = dato non arrivato quella sera. Il grafico mostra la IV per strike della scadenza scelta.